A dog missing for more than two months in Delano, Minnesota has been found shot dead on a nearby lake.

Jason and Shanna Davis confirmed that their beloved pet Lou had been found on an island on Pelican Lake, west of Albertville.

The Davises reported him missing around Dec. 21, and they believe he died 2-3 weeks ago as a result of two gunshot wounds, one of which was a shotgun slug and the other a "smaller caliber round," according to a Facebook post.

"Our hearts are broken. RIP Lou," Jason Davis wrote. "We love you and will miss you every day."

The couple was plagued with threatening phone calls from someone calling themselves "Kevin" who claimed to have Lou shortly after he went missing.

As Jason Davis explained in an earlier Facebook post, the caller spoke to the family and even police on more than 20 occasions, initially wanting money to hand him back before changing his mind.

But in the last call they received, FOX 9 reports the caller threatened to kill Lou, saying he would "run your dog over so it's a bag of organs."

Towards the end of January, the couple called him back and arranged to meet in St. Paul where they'd give him a ransom for the dog. However they were then led on a "wild goose chase" through downtown.

It's not clear whether the person who made the calls is responsible for Lou's death or if he's a hoaxer.

"We have no leads and are looking for any information that would be helpful," the Davises wrote. "Someone has to know something."

Anyone with information can call the Wright County Sheriff's Office on 763-682-1162.